-26.0%
DPZ vs TRMB
-37.7%
+11.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -17.3% | +22.8% | +10.7% |
| 7D | +10.1% | -15.7% | +25.8% | +14.8% |
| 30D | +14.6% | -7.8% | +22.4% | +15.9% |
| 3M | -6.8% | -9.3% | +2.5% | -5.3% |
| 6M | +4.4% | -20.8% | +25.2% | +10.4% |
| YTD | -16.8% | -30.8% | +13.9% | -8.5% |
| 1Y | -14.5% | -31.0% | +16.5% | -6.1% |
| 3Y | -1.1% | +27.9% | -29.0% | -14.6% |
| All | -26.0% | -37.7% | +11.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling